Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47859.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46464.53 Kr¶

PnL: ---------------------------------------> -424.04 Kr¶

DD now: ---------------------------------> -1.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:15:44.342489'

Anic Portfolio¶

Today¶

Return: -0.112 %¶

This Week¶

Return: -0.112 %¶

Total¶

Return: 56.68 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.160000 2814.000000 178.000000 6.750000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 2.310000 627.760000 50.760000 8.800000 576.999999
Boozt 12 1.070000 1704.000000 50.000000 3.020000 1653.999996
AcadeMedia 12 1.230000 600.600000 43.600000 7.830000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.780000 395.000000 40.000000 11.270000 355.000000
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
HMS Networks 2 3.970000 712.000000 39.000000 5.790000 673.000000
Resurs Holding 22 0.110000 601.700000 27.700000 4.830000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 1.900000 546.200000 19.200000 3.640000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.440000 3390.400000 13.400000 0.400000 3377.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
CTEK 13 1.910000 540.150000 6.150000 1.150000 533.999999
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 2.060000 575.640000 5.640000 0.990000 570.000000
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.990000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Nordea Bank Abp 29 -0.170000 3442.880000 -11.120000 -0.320000 3453.999992
Essity B 2 -2.530000 562.800000 -11.200000 -1.950000 574.000000
Midsona B 63 1.690000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.380000 572.000000 -22.570000 -3.800000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.320000 3649.100000 -106.900000 -2.850000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -0.540000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46464.530000 -424.040000 -1.58423% 46888.564618

Updated:¶

'2023-01-23 16:15:56.998652'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶